+489.0%
F vs CDE
-92.9%
+582.0%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.9% | +2.0% | -2.5% |
| 7D | -3.9% | -2.3% | -1.6% | -3.8% |
| 30D | -0.5% | -12.1% | +11.6% | +0.3% |
| 3M | -12.9% | -23.9% | +11.0% | -11.4% |
| 6M | +1.5% | -29.0% | +30.6% | +3.4% |
| YTD | -5.0% | -19.7% | +14.7% | -4.7% |
| 1Y | -7.3% | -8.4% | +1.1% | -8.0% |
| 3Y | +45.3% | +578.5% | -533.2% | +21.8% |
| 5Y | -15.8% | +100.2% | -116.0% | -25.4% |
| 10Y | +64.2% | +56.5% | +7.7% | +38.8% |
| All | +489.0% | -92.9% | +582.0% | +367.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CDE.
Daily Out/Under-Performance
Portfolio return minus CDE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CDE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling